+371.2%
GDX vs ARMK
+317.2%
+54.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.8% |
| 7D | +13.6% | -2.6% | +16.3% | +13.8% |
| 30D | +2.5% | -5.2% | +7.7% | +3.0% |
| 3M | +4.4% | -6.5% | +10.9% | +4.9% |
| 6M | -5.2% | +15.3% | -20.5% | -6.5% |
| YTD | +2.1% | +43.6% | -41.5% | -0.9% |
| 1Y | +24.7% | +42.1% | -17.4% | +21.0% |
| 3Y | +211.3% | +94.0% | +117.3% | +194.7% |
| 5Y | +186.7% | +96.3% | +90.4% | +169.9% |
| 10Y | +285.3% | +126.7% | +158.6% | +240.3% |
| All | +371.2% | +317.2% | +54.0% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling